-86.1%
XOS vs SPY
+78.1%
-164.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.3% | -0.4% | -25.0% | -25.1% |
| 7D | -29.6% | +2.6% | -32.2% | -30.7% |
| 30D | -42.0% | -2.0% | -40.1% | -41.1% |
| 3M | -33.7% | -2.8% | -30.9% | -32.4% |
| 6M | -15.8% | +2.1% | -17.9% | -17.7% |
| YTD | -5.5% | +11.5% | -17.0% | -14.9% |
| 1Y | -32.1% | +13.5% | -45.6% | -39.8% |
| 3Y | -86.1% | +77.7% | -163.8% | -93.3% |
| All | -86.1% | +78.1% | -164.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling